21 citations · 26 across the 2 of their papers we have counts for
2 papers
q-fin.GN2016★ 5 cited
Discrete hierarchy of sizes and performances in the exchange-traded fund universe
Benjamin Vandermarliere, Jan Ryckebusch, Koen Schoors +2
Using detailed statistical analyses of the size distribution of a universe of equity exchange-traded funds (ETFs), we discover a discrete hierarchy of sizes, which imprints a log-p…
q-fin.GN2014★ 21 cited
Beyond the Power Law: Uncovering Stylized Facts in Interbank Networks
Benjamin Vandermarliere, Alexei Karas, Jan Ryckebusch +1
We use daily data on bilateral interbank exposures and monthly bank balance sheets to study network characteristics of the Russian interbank market over Aug 1998 - Oct 2004. Specif…